Random Matrices: Universality of Local Eigenvalue Statistics up to the Edge

被引:151
作者
Tao, Terence [1 ]
Vu, Van [2 ]
机构
[1] Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90095 USA
[2] Rutgers, Dept Math, Piscataway, NJ 08854 USA
基金
美国国家科学基金会;
关键词
WIGNER RANDOM MATRICES; SEMICIRCLE LAW; SPECTRUM EDGE; DELOCALIZATION; DISTRIBUTIONS; CONVERGENCE;
D O I
10.1007/s00220-010-1044-5
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
This is a continuation of our earlier paper (Tao and Vu, http://arxiv.org/abs/0908.1982v4[math.PR],2010) on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in Tao and Vu (http://arxiv.org/abs/0908.1982v4[math.PR], 2010) from the bulk of the spectrum up to the edge. In particular, we prove a variant of the universality results of Soshni-kov (Commun Math Phys 207(3):697-733, 1999) for the largest eigenvalues, assuming moment conditions rather than symmetry conditions. The main new technical observation is that there is a significant bias in the Cauchy interlacing law near the edge of the spectrum which allows one to continue ensuring the delocalization of eigenvectors.
引用
收藏
页码:549 / 572
页数:24
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